+344.9%
TRV vs BAH
+198.8%
+146.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.0% | +1.7% | +0.3% | +1.7% |
| 30D | +6.7% | +20.8% | -14.1% | +2.6% |
| 3M | +9.4% | +11.6% | -2.2% | +6.6% |
| 6M | +37.7% | +23.1% | +14.6% | +30.8% |
| YTD | +40.6% | +5.3% | +35.3% | +36.5% |
| 1Y | +42.4% | +6.1% | +36.3% | +37.7% |
| 3Y | +148.1% | -27.5% | +175.6% | +152.8% |
| 5Y | +181.7% | +6.2% | +175.5% | +151.6% |
| All | +344.9% | +198.8% | +146.1% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling